PortfoliosLab logoPortfoliosLab logo
IBHF vs. EGRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHF vs. EGRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2026 Term High Yield and Income ETF (IBHF) and Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IBHF vs. EGRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBHF
iShares iBonds 2026 Term High Yield and Income ETF
0.41%6.60%8.55%10.40%-6.66%4.43%2.97%
EGRIX
Eaton Vance Global Macro Absolute Return Advantage Fund
3.42%20.36%9.50%8.37%-1.94%3.66%2.46%

Returns By Period

In the year-to-date period, IBHF achieves a 0.41% return, which is significantly lower than EGRIX's 3.42% return.


IBHF

1D
-0.02%
1M
-0.24%
YTD
0.41%
6M
1.31%
1Y
5.49%
3Y*
7.53%
5Y*
4.29%
10Y*

EGRIX

1D
-0.17%
1M
-2.03%
YTD
3.42%
6M
9.75%
1Y
18.85%
3Y*
13.02%
5Y*
8.53%
10Y*
6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBHF vs. EGRIX - Expense Ratio Comparison

IBHF has a 0.35% expense ratio, which is lower than EGRIX's 1.05% expense ratio.


Return for Risk

IBHF vs. EGRIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBHF
IBHF Risk / Return Rank: 8989
Overall Rank
IBHF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IBHF Sortino Ratio Rank: 9191
Sortino Ratio Rank
IBHF Omega Ratio Rank: 9595
Omega Ratio Rank
IBHF Calmar Ratio Rank: 8080
Calmar Ratio Rank
IBHF Martin Ratio Rank: 9595
Martin Ratio Rank

EGRIX
EGRIX Risk / Return Rank: 9999
Overall Rank
EGRIX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EGRIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
EGRIX Omega Ratio Rank: 9999
Omega Ratio Rank
EGRIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
EGRIX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBHF vs. EGRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2026 Term High Yield and Income ETF (IBHF) and Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IBHFEGRIXDifference

Sharpe ratio

Return per unit of total volatility

1.87

5.18

-3.32

Sortino ratio

Return per unit of downside risk

2.75

6.98

-4.23

Omega ratio

Gain probability vs. loss probability

1.46

2.39

-0.93

Calmar ratio

Return relative to maximum drawdown

2.32

5.93

-3.61

Martin ratio

Return relative to average drawdown

15.50

24.80

-9.30

IBHF vs. EGRIX - Sharpe Ratio Comparison

The current IBHF Sharpe Ratio is 1.87, which is lower than the EGRIX Sharpe Ratio of 5.18. The chart below compares the historical Sharpe Ratios of IBHF and EGRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IBHFEGRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

5.18

-3.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

2.15

-1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.29

-0.44

Correlation

The correlation between IBHF and EGRIX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IBHF vs. EGRIX - Dividend Comparison

IBHF's dividend yield for the trailing twelve months is around 6.65%, more than EGRIX's 6.43% yield.


TTM20252024202320222021202020192018201720162015
IBHF
iShares iBonds 2026 Term High Yield and Income ETF
6.65%6.73%7.17%7.33%6.01%4.55%0.61%0.00%0.00%0.00%0.00%0.00%
EGRIX
Eaton Vance Global Macro Absolute Return Advantage Fund
6.43%6.65%6.00%3.40%4.82%4.89%5.82%4.15%0.06%3.22%1.78%6.67%

Drawdowns

IBHF vs. EGRIX - Drawdown Comparison

The maximum IBHF drawdown since its inception was -11.19%, smaller than the maximum EGRIX drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for IBHF and EGRIX.


Loading graphics...

Drawdown Indicators


IBHFEGRIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.19%

-14.17%

+2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-3.13%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-11.19%

-10.18%

-1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-14.17%

Current Drawdown

Current decline from peak

-0.27%

-3.12%

+2.85%

Average Drawdown

Average peak-to-trough decline

-1.85%

-1.85%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.75%

-0.39%

Volatility

IBHF vs. EGRIX - Volatility Comparison

The current volatility for iShares iBonds 2026 Term High Yield and Income ETF (IBHF) is 0.56%, while Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) has a volatility of 1.78%. This indicates that IBHF experiences smaller price fluctuations and is considered to be less risky than EGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IBHFEGRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

1.78%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.12%

2.97%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

3.67%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

4.00%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

3.95%

+1.79%